Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19.12.2014 | 27.85% | 0.05 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 15'883 | 20'962 | 95.60% | 99.31% |
18.12.2014 | 60.33% | 0.03 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 5'883 | 10'348 | 100.00% | 100.00% |
17.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 66.40% | 83.74% |
16.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 0.09% | 98.85% |
15.12.2014 | 47.26% | 0.01 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 5'183 | 8'183 | 91.25% | 93.51% |
12.12.2014 | 23.00% | 0.03 | 0.04 | 300'000 | 300'000 | 299'680 | 299'680 | 11'745 | 14'749 | 100.00% | 100.00% |
11.12.2014 | 21.21% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 13'046 | 16'046 | 99.27% | 100.00% |
10.12.2014 | 21.47% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 12'560 | 15'560 | 100.00% | 100.00% |
09.12.2014 | 15.13% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 18'599 | 21'599 | 99.17% | 99.41% |